Fluctuating interest rates

DOI10.2307/1426648MaRDI QIDQ4179726zbMATH OpenOpenAlexFDO

Authors J. H. Pollard

Publication date 1978

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426648

zbMATH Keywords

Fluctuating Interest RatesMortality FluctuationsSecond-Order Autoregressive Process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited in

(1)

• On simple approximate calculations appropriate to populations with random growth rates

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